Nastić, Aleksandar S.; Ristić, Miroslav M. - In: Statistics & Probability Letters 82 (2012) 4, pp. 805-811
In this paper, we introduce some mixed integer-valued autoregressive models of orders 1 and 2 with geometric marginal distributions, denoted by MGINAR(1) and MGINAR(2), using a mixture of the well-known binomial and the negative binomial thinning. The distributions of the innovation processes...